SIXS vs. RUSC
SIXS (6 Meridian Small Cap Equity ETF) and RUSC (U.S. Small Cap Equity Active ETF) are both Small Cap Blend Equities funds. Both are actively managed. Over the past year, SIXS returned 24.81% vs 39.65% for RUSC. A 0.73 correlation means they provide meaningful diversification when combined. SIXS charges 1.00%/yr vs 0.64%/yr for RUSC.
Performance
SIXS vs. RUSC - Performance Comparison
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Returns By Period
In the year-to-date period, SIXS achieves a 14.06% return, which is significantly lower than RUSC's 22.58% return.
SIXS
- 1D
- 1.72%
- 1M
- 6.04%
- YTD
- 14.06%
- 6M
- 12.36%
- 1Y
- 24.81%
- 3Y*
- 13.71%
- 5Y*
- 4.95%
- 10Y*
- —
RUSC
- 1D
- 0.51%
- 1M
- 5.00%
- YTD
- 22.58%
- 6M
- 19.89%
- 1Y
- 39.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SIXS vs. RUSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SIXS 6 Meridian Small Cap Equity ETF | 14.06% | 9.89% |
RUSC U.S. Small Cap Equity Active ETF | 22.58% | 16.87% |
Correlation
The correlation between SIXS and RUSC is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since May 14, 2025 | 0.73 |
The correlation between SIXS and RUSC has been stable across timeframes, ranging from 0.72 to 0.73 - a consistent structural relationship.
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Return for Risk
SIXS vs. RUSC — Risk / Return Rank
SIXS
RUSC
SIXS vs. RUSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 6 Meridian Small Cap Equity ETF (SIXS) and U.S. Small Cap Equity Active ETF (RUSC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SIXS | RUSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 4.34 | -0.86 |
| Martin ratioReturn relative to average drawdown | 10.44 | 15.47 | -5.03 |
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Drawdowns
SIXS vs. RUSC - Drawdown Comparison
The maximum SIXS drawdown since its inception was -27.68%, which is greater than RUSC's maximum drawdown of -9.18%. Use the drawdown chart below to compare losses from any high point for SIXS and RUSC.
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Drawdown Indicators
| SIXS | RUSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.68% | -9.18% | -18.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -9.18% | +2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.68% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.39% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -1.70% | -7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.57% | -0.19% |
Volatility
SIXS vs. RUSC - Volatility Comparison
The current volatility for 6 Meridian Small Cap Equity ETF (SIXS) is 4.10%, while U.S. Small Cap Equity Active ETF (RUSC) has a volatility of 5.93%. This indicates that SIXS experiences smaller price fluctuations and is considered to be less risky than RUSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIXS | RUSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 5.93% | -1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 13.67% | -4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.67% | 18.55% | -4.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.61% | 18.30% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.62% | 18.30% | +1.32% |
SIXS vs. RUSC - Expense Ratio Comparison
SIXS has a 1.00% expense ratio, which is higher than RUSC's 0.64% expense ratio.
Dividends
SIXS vs. RUSC - Dividend Comparison
SIXS's dividend yield for the trailing twelve months is around 1.67%, more than RUSC's 0.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
RUSC U.S. Small Cap Equity Active ETF | 0.31% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SIXS 6 Meridian Small Cap Equity ETF | 1.67% | 1.62% | 1.09% | 1.60% | 1.37% | 0.94% | 0.45% |
Frequently Asked Questions
SIXS and RUSC have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RUSC has higher volatility (5.93%) compared to SIXS (4.10%). In terms of maximum drawdown, SIXS dropped -27.68% vs RUSC's -9.18%.
On 1-year performance, RUSC leads with 39.65% vs 24.81% for SIXS. On fees, RUSC is cheaper at 0.64% per year. On volatility, SIXS has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RUSC has performed better with a 39.65% return vs 24.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RUSC is cheaper with a 0.64% expense ratio, compared with 1.00% for SIXS.
SIXS has the higher dividend yield at 1.67%, compared with 0.31% for RUSC.
They also come from different issuers: Exchange Traded Concepts and Russell. Their fees differ too: 1.00% for SIXS and 0.64% for RUSC.
RUSC currently has the higher Sharpe Ratio (2.15 vs 1.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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